mvn_jitter: Jitter particles object with MVN kernel.

In bonStats/smcdar: Delayed-acceptance SMC

Description

mvn_jitter returns particles that have been jittered.

Usage

mvn_jitter(
  particles,
  step_scale = 1,
  var = NULL,
  prec = NULL,
  var_chol = NULL,
  prec_chol = NULL
)

Arguments

particles	Particles to be jittered.
step_scale	How much to scale the standard deviation by.
var	Variance matrix.
prec	Precision matrix.
var_chol	Cholesky decomposition of variance matrix (upper triangular).
prec_chol	Cholesky decomposition of precision matrix (upper triangular).

bonStats/smcdar documentation built on Dec. 19, 2021, 10:47 a.m.